+88.5%
TEM vs UDR
+0.6%
+88.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -3.7% |
| 7D | +7.8% | -2.4% | +10.1% | +9.5% |
| 30D | +11.2% | +6.7% | +4.6% | +5.8% |
| 3M | +39.0% | -1.8% | +40.7% | +40.0% |
| 6M | +61.6% | -1.8% | +63.4% | +60.7% |
| YTD | +28.5% | +2.5% | +26.0% | +22.0% |
| 1Y | +6.7% | +7.9% | -1.2% | -3.8% |
| All | +88.5% | +0.6% | +88.0% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling